A Genetic Algorithm for Rule-based Chart Pattern Search in Stock Market Prices.
Myoung Hoon HaSangyeop LeeByung-Ro MoonPublished in: GECCO (2016)
Keyphrases
- pattern search
- market prices
- stock market
- genetic algorithm
- direct search
- convertible bonds
- electric power
- short term
- stock price
- supply chain management
- evolutionary algorithm
- multi objective
- expert systems
- motion estimation algorithm
- simulated annealing
- fitness function
- electricity markets
- neural network
- stopping criterion
- constrained optimization
- long term
- artificial neural networks
- metaheuristic
- fuzzy logic
- financial markets
- penalty function
- trading systems
- trading agents
- differential evolution
- frequent subgraphs
- genetic algorithm ga
- tabu search
- natural gas